+2,448.5%
HALO vs IRM
+1,502.7%
+945.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +0.5% | +1.6% | -1.1% | -0.2% |
| 30D | +5.0% | -4.2% | +9.2% | +6.6% |
| 3M | +53.1% | -5.4% | +58.5% | +55.2% |
| 6M | +60.8% | +12.0% | +48.7% | +50.5% |
| YTD | +60.9% | +42.0% | +18.9% | +35.4% |
| 1Y | +42.8% | +29.9% | +12.9% | +23.6% |
| 3Y | +181.3% | +104.4% | +76.9% | +91.4% |
| 5Y | +157.6% | +191.0% | -33.4% | +45.8% |
| 10Y | +910.4% | +417.1% | +493.2% | +294.0% |
| All | +2,448.5% | +1,502.7% | +945.7% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling